Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.577 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48174.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46779.79 Kr¶

PnL: ---------------------------------------> -108.78 Kr¶

DD now: ---------------------------------> -0.936 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:40:46.545647'

Anic Portfolio¶

Today¶

Return: 0.97 %¶

This Week¶

Return: 1.349 %¶

Total¶

Return: 57.712 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.120000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 1.680000 3156.400000 185.400000 6.240000 2971.000006
Corem Property Group B 59 0.180000 663.750000 86.750000 15.030000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.510000 436.200000 81.200000 22.870000 355.000000
Boozt 12 0.980000 1723.200000 69.200000 4.180000 1653.999996
HMS Networks 2 1.280000 728.800000 55.800000 8.290000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
SAAB B 8 0.750000 3420.000000 43.000000 1.270000 3377.000000
OEM International B 7 2.270000 568.400000 40.400000 7.650000 527.999997
Intrum 4 1.870000 556.400000 29.400000 5.580000 527.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Coor Service Management Hold. 8 1.540000 555.200000 23.200000 4.360000 532.000000
Eastnine 4 0.950000 510.400000 19.400000 3.950000 491.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
AcadeMedia 12 1.670000 570.000000 13.000000 2.330000 557.000004
Resurs Holding 22 0.870000 583.660000 9.660000 1.680000 573.999998
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 1.050000 575.400000 5.400000 0.950000 570.000000
Creaspac SPAC 6 0.620000 582.000000 5.000000 0.870000 577.000002
Swedbank A 3 1.480000 567.300000 3.300000 0.590000 564.000000
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Essity B 2 -1.480000 571.400000 -2.600000 -0.450000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 -1.190000 576.450000 -6.550000 -1.120000 582.999984
CTEK 13 0.820000 527.150000 -6.850000 -1.280000 533.999999
Nordea Bank Abp 29 -0.180000 3442.880000 -11.120000 -0.320000 3453.999992
International Petroleum Corp. 5 2.670000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 1.120000 3628.300000 -127.700000 -3.400000 3756.000001
OX2 18 1.250000 1532.700000 -131.300000 -7.890000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46779.790000 -108.780000 -0.93605% 46888.564618

Updated:¶

'2023-01-18 15:40:58.934931'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶